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The Scientific World Journal
Volume 2015 (2015), Article ID 125958, 7 pages
http://dx.doi.org/10.1155/2015/125958
Research Article

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model

1 Faculty of Economics, Chiang Mai University, 2397 Suthep, A. Mueang, Chiang Mai 200060, Thailand
2School of Economics, Northwest Normal University, Lanzhou, China
3The People’s Bank of China, Zhang Ye City Branch, Zhangye, China
4Faculty of Economics and Management, Yunnan Normal University, Yunnan, China

Received 25 July 2014; Revised 9 November 2014; Accepted 30 November 2014

Academic Editor: WingKeung Wong

Copyright © 2015 Jiechen Tang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Jiechen Tang, Chao Zhou, Xinyu Yuan, and Songsak Sriboonchitta, “Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model,” The Scientific World Journal, vol. 2015, Article ID 125958, 7 pages, 2015. doi:10.1155/2015/125958